Anic Equity¶

Anic Equity¶

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Total return since start: 0.569 %¶

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Equity now: -----------------------------> 47912.92 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46517.97 Kr¶

PnL: ---------------------------------------> -370.6 Kr¶

DD now: ---------------------------------> -1.474 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-23 09:19:57.055906'

Anic Portfolio¶

Today¶

Return: 0.0 %¶

This Week¶

Return: 0.0 %¶

Total¶

Return: 56.855 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 1.980000 3208.400000 237.400000 7.990000 2971.000006
HEBA B 70 1.270000 2789.500000 153.500000 5.820000 2636.000010
Boozt 12 0.930000 1701.600000 47.600000 2.880000 1653.999996
Corem Property Group B 59 1.730000 624.220000 47.220000 8.180000 576.999999
AcadeMedia 12 0.690000 597.360000 40.360000 7.250000 557.000004
Samhällsbyggnadsbo. i Norden B 20 2.100000 388.600000 33.600000 9.460000 355.000000
MedCap 2 2.020000 454.000000 33.000000 7.840000 421.000000
SAAB B 8 -0.930000 3408.000000 31.000000 0.920000 3377.000000
Resurs Holding 22 0.290000 602.800000 28.800000 5.020000 573.999998
OEM International B 7 1.410000 553.700000 25.700000 4.870000 527.999997
HMS Networks 2 1.640000 696.000000 23.000000 3.420000 673.000000
FM Mattsson Mora Group B 50 -0.840000 2950.000000 23.000000 0.790000 2927.000000
Intrum 4 1.530000 544.200000 17.200000 3.260000 527.000000
Coor Service Management Hold. 8 2.390000 548.000000 16.000000 3.010000 532.000000
Eastnine 4 -0.940000 504.000000 13.000000 2.650000 491.000000
Norva24 Group 16 -0.860000 555.200000 12.200000 2.250000 543.000000
CTEK 13 2.890000 545.350000 11.350000 2.130000 533.999999
Karnov Group 9 -0.170000 540.000000 4.000000 0.750000 536.000004
Fastighetsbolag. Emilshus Pref 21 -0.190000 565.950000 3.950000 0.700000 562.000005
Swedbank A 3 -0.130000 566.550000 2.550000 0.450000 564.000000
Creaspac SPAC 6 0.210000 579.000000 2.000000 0.350000 577.000002
Essity B 2 -0.380000 575.200000 1.200000 0.210000 574.000000
Handelsbanken A 5 0.410000 546.250000 0.250000 0.050000 546.000000
Sampo Oyj SDB 7 0.180000 3850.000000 0.000000 0.000000 3850.000000
Nordea Bank Abp 29 0.080000 3451.580000 -2.420000 -0.070000 3453.999992
Essity A 4 -0.350000 1146.000000 -3.000000 -0.260000 1149.000000
Samhällsbyggnadsbo. i Norden D 12 0.600000 242.400000 -3.600000 -1.460000 246.000000
Securitas B 6 0.380000 566.160000 -3.840000 -0.670000 570.000000
Midsona B 63 1.690000 569.520000 -13.480000 -2.310000 582.999984
International Petroleum Corp. 5 1.820000 558.000000 -36.570000 -6.150000 594.565215
Vivesto 1368 -2.850000 540.630000 -72.370000 -11.810000 612.999432
Axfood 13 0.280000 3671.200000 -84.800000 -2.260000 3756.000001
OX2 18 0.750000 1459.800000 -204.200000 -12.270000 1663.999992
Fasadgruppen Group 35 0.000000 3486.000000 -325.000000 -8.530000 3810.999990
Ovzon 52 1.810000 2932.800000 -429.200000 -12.770000 3361.999992
TOTAL 46517.970000 -370.600000 -1.47434% 46888.564618

Updated:¶

'2023-01-23 09:20:10.291135'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶